20072022
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Personal profile

Biography

Giovanni is an Associate Professor at the Department of Economics.
He completed a Ph.D. in Economics and Econometrics at the University of York (UK).
Before joining Monash University, he held positions at the School of Business and Economics of the University of Exeter, at the Department of Economics of the University of Glasgow, and at the Department of Economics and Management of the University of Padua.
His main research interests are in the fields of macroeconomics and time series econometrics. His research has been published, among others, in Journal of Econometrics, Journal of Monetary Economics, Economic Journal, Journal of Applied Econometrics, Journal of Economic History, Journal of Banking and Finance.
More information can be found on his personal webpage.

Research interests

Applied Time Series Econometrics, Macroeconomics

Supervision interests

Measuring uncertainty

Estimating the macroeconomic effects of financial and uncertainty shocks

The interaction of fiscal and monetary policy

The determinants of systemic crises

Multi-layer factor models

 

Monash teaching commitment

Monetary Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2017 2022

The macroeconomic effects of global uncertainty

Castelnuovo, E. & Caggiano, G.

4/05/1731/12/18

Project: Research

Research Output 2007 2018

Risk management-driven policy rate gap

Caggiano, G., Castelnuovo, E. & Nodari, G., 1 Oct 2018, In : Economics Letters. 171, p. 235-238 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Economic policy uncertainty and unemployment in the United States: a nonlinear approach

Caggiano, G., Castelnuovo, E. & Figueres, J. M., 1 Feb 2017, In : Economics Letters. 151, p. 31-34 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Estimating the real effects of uncertainty shocks at the Zero Lower Bound

Caggiano, G., Castelnuovo, E. & Pellegrino, G., 1 Nov 2017, In : European Economic Review. 100, p. 257-272 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Liquidity traps and large-scale financial crises

Caggiano, G., Castelnuovo, E., Damette, O., Parent, A. & Pellegrino, G., 22 Mar 2017, In : Journal of Economic Dynamics and Control. 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?

Caggiano, G., Calice, P., Leonida, L. & Kapetanios, G., 1 Jun 2016, In : Journal of Empirical Finance. 37, p. 104-116 13 p.

Research output: Contribution to journalArticleResearchpeer-review